Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47464.06 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46066.07 Kr¶

PnL: ---------------------------------------> -822.5 Kr¶

DD now: ---------------------------------> -2.397 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 13:42:39.841281'

Anic Portfolio¶

Today¶

Return: 0.326 %¶

This Week¶

Return: -0.937 %¶

Total¶

Return: 55.385 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 1.010000 2800.000000 164.000000 6.220000 2636.000010
HMS Networks 2 -0.910000 783.600000 110.600000 16.430000 673.000000
Nordea Bank Abp 29 1.030000 3519.440000 65.440000 1.890000 3453.999992
MedCap 2 1.300000 469.000000 48.000000 11.400000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.280000 398.700000 43.700000 12.310000 355.000000
SAAB B 8 -0.720000 3418.400000 41.400000 1.230000 3377.000000
Boozt 12 1.150000 1690.800000 36.800000 2.220000 1653.999996
Resurs Holding 22 1.370000 601.920000 27.920000 4.860000 573.999998
Corem Property Group B 59 0.690000 602.980000 25.980000 4.500000 576.999999
AcadeMedia 12 -0.080000 578.160000 21.160000 3.800000 557.000004
Swedbank A 3 1.620000 585.150000 21.150000 3.750000 564.000000
Intrum 4 0.150000 545.600000 18.600000 3.530000 527.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Securitas B 6 1.330000 583.800000 13.800000 2.420000 570.000000
OEM International B 7 -0.770000 541.800000 13.800000 2.610000 527.999997
Norva24 Group 16 -0.230000 552.640000 9.640000 1.780000 543.000000
Samhällsbyggnadsbo. i Norden D 12 3.210000 254.640000 8.640000 3.510000 246.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 569.100000 7.100000 1.260000 562.000005
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Coor Service Management Hold. 8 -0.300000 534.000000 2.000000 0.380000 532.000000
Handelsbanken A 5 0.370000 542.000000 -4.000000 -0.730000 546.000000
Midsona B 63 -0.220000 567.000000 -16.000000 -2.740000 582.999984
International Petroleum Corp. 5 3.800000 573.000000 -21.570000 -3.630000 594.565215
CTEK 13 -3.970000 509.600000 -24.400000 -4.570000 533.999999
Essity B 2 -0.690000 545.400000 -28.600000 -4.980000 574.000000
Essity A 4 -0.180000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.370000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 2.520000 3703.000000 -108.000000 -2.830000 3810.999990
Beijer Electronics Group 26 -1.670000 2756.000000 -215.000000 -7.240000 2971.000006
OX2 18 0.820000 1430.100000 -233.900000 -14.060000 1663.999992
Axfood 13 0.260000 3477.500000 -278.500000 -7.410000 3756.000001
Ovzon 52 -1.310000 2740.400000 -621.600000 -18.490000 3361.999992
TOTAL 46066.070000 -822.500000 -2.39735% 46888.564618

Updated:¶

'2023-01-27 13:42:52.865796'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶